The alternative to fighting the indians is to steer your ships to the coastal pueblos and sell them finished goods (tools, muskets, horses, and sometimes cloth or cigars etc) at a reasonable profit. Teepee dwellers don't trust ships, but you can still use wagons. Note that indians in possession of firearms and horses start fielding units that can kick your ass in open wilderness. You can use this to your advantage by going to the indians near your european rivals and arming them to the teeth...